Thanks Gabor for your solution. However I was expecting some more elegant solution that is based on the Indexing system like (0, negative etc) in R. Anyway I am happy with your solution.
Thanks and regards, -----Original Message----- From: Gabor Grothendieck [mailto:[email protected]] Sent: 16 February 2011 20:09 To: Bogaso Christofer Cc: [email protected] Subject: Re: [R-SIG-Finance] Omiting some observation of a zoo object On Wed, Feb 16, 2011 at 9:48 AM, Bogaso Christofer <[email protected]> wrote: > Hi there, I would like to omit some observations of a zoo vector > corresponding with some defined dates. So I wrote following codes: > > > >> set.seed(1) > >> dates <- seq(as.Date("2011-01-01"), as.Date("2011-01-31"), by="1 > day")[-c(7,8,9,20,21,22)] > >> mySeries <- zoo(rnorm(25), dates) > >> mySeries > > 2011-01-01 2011-01-02 2011-01-03 2011-01-04 2011-01-05 2011-01-06 > 2011-01-10 2011-01-11 2011-01-12 2011-01-13 2011-01-14 2011-01-15 > > -0.62645381 0.18364332 -0.83562861 1.59528080 0.32950777 > -0.82046838 > 0.48742905 0.73832471 0.57578135 -0.30538839 1.51178117 0.38984324 > > 2011-01-16 2011-01-17 2011-01-18 2011-01-19 2011-01-23 > 2011-01-24 > 2011-01-25 2011-01-26 2011-01-27 2011-01-28 2011-01-29 2011-01-30 > > -0.62124058 -2.21469989 1.12493092 -0.04493361 -0.01619026 > 0.94383621 > 0.82122120 0.59390132 0.91897737 0.78213630 0.07456498 -1.98935170 > > 2011-01-31 > > 0.61982575 > >> toOmit <- as.Date(c("2011-01-07", "2011-01-08", "2011-01-09")) > >> mySeries[-toOmit] > > Error in `-.Date`(toOmit) : unary - is not defined for Date objects > Here are three ways: library(zoo) ## set up input data set.seed(1) mySeries <- zooreg(rnorm(25), as.Date("2011-01-01")) toOmit <- as.Date(c("2011-01-07", "2011-01-08", "2011-01-09")) ## method 1. window.zoo window(mySeries, setdiff(time(mySeries), toOmit)) ## method 2. %in% mySeries[! time(mySeries) %in% toOmit ] ## method 3. na.omit - if mySeries has no NAs na.omit(replace(mySeries, toOmit, NA)) -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
